+514.0%
NOW vs FAST
+541.9%
-27.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +0.3% | +4.2% | -3.9% | -1.6% |
| 30D | -27.0% | +6.7% | -33.6% | -29.5% |
| 3M | -19.6% | +8.0% | -27.7% | -23.0% |
| 6M | +17.5% | +27.4% | -10.0% | +3.5% |
| YTD | -33.3% | +40.5% | -73.8% | -45.3% |
| 1Y | -39.8% | +38.4% | -78.2% | -50.4% |
| 3Y | -19.9% | +98.7% | -118.6% | -47.7% |
| 5Y | -26.1% | +106.7% | -132.8% | -53.0% |
| All | +514.0% | +541.9% | -27.9% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling